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On the Approximate Solutions of the Stratonovitch Equation


 
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1. Title Title of document On the Approximate Solutions of the Stratonovitch Equation
 
2. Creator Author's name, affiliation, country D. Feyel; Université Evry
 
2. Creator Author's name, affiliation, country A. de La Pradelle; Université Paris VI
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Stratonovitch equations, Kolmogorov lemma, quasi-sure analysis.
 
3. Subject Subject classification 60G17, 60H07, 60H10
 
4. Description Abstract We present new methods for proving the convergence of the classical approximations of the Stratonovitch equation. We especially make use of the fractional Liouville-valued Sobolev space $W^{r,p}({\cal J}_{\alpha,p})$. We then obtain a support theorem for the capacity $c_{r,p}$.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 1998-05-13
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/29
 
10. Identifier Digital Object Identifier 10.1214/EJP.v3-29
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 3
 
12. Language English=en en
 
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